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Your search for "serial correlation" over the article keywords returned 11 results.
1. spurious regressions
Simulations have shown that if two independent time series, each being highly autocorrelated, are put into a standard regression framework, then the usual ...
2. Durbin-Watson statistic
The well-known Durbin–Watson, or DW, statistic, which was proposed by Durbin and Watson (1950; 1951), is used for testing the null hypothesis that the ...
3. serial correlation and serial dependence
In this article we discuss serial correlation in a linear time series regression context and serial dependence in a nonlinear time series context. We ...
4. heteroskedasticity and autocorrelation corrections
Many time series studies, including in particular those estimated by generalized method of moments, involve disturbances that are serially correlated ...
5. instrumental variables
Instrumental variables methods are an essential tool in modern econometric practice. The method itself is of ancient lineage and historically ...
6. wavelets
Wavelets provide a flexible basis for representing a signal that can be regarded as a generalization of Fourier analysis to non-stationary processes, ...
7. identification
The problem of identification is defined in terms of the possibility of characterizing parameters of interest from observable data. This problem occurs ...
8. model selection
The problem of statistical model selection in econometrics and statistics is reviewed. Model selection is interpreted as a decision problem through which ...
9. structural change, econometrics of
This article is concerned with methodological issues related to estimation, testing and computation in the context of structural changes in linear models. ...
10. efficient markets hypothesis
The efficient markets hypothesis (EMH) maintains that market prices fully reflect all available information. Developed independently by Paul A. Samuelson ...

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